A Capital Holding EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.21% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0107 | 15.47 | |
| 0.7726 | 21.41 | |
| 0.6096 | 25.11 | |
| -0.0038 | -0.16 |
Estimation Period:
May 26, 2023 to Feb 5, 2026
May 26, 2023 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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